+43.6%
EEM vs FTV
-3.0%
+46.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.4% |
| 7D | -0.7% | -5.2% | +4.5% | +1.1% |
| 30D | +2.4% | -11.5% | +13.9% | +6.6% |
| 3M | +4.2% | -9.0% | +13.2% | +7.1% |
| 6M | +14.8% | -2.0% | +16.8% | +14.8% |
| YTD | +23.1% | -0.9% | +24.0% | +21.9% |
| 1Y | +32.5% | +14.8% | +17.7% | +23.8% |
| 3Y | +85.9% | -5.5% | +91.4% | +83.7% |
| 5Y | +43.6% | -1.9% | +45.4% | +31.4% |
| All | +43.6% | -3.0% | +46.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling